Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case
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Publication:1930656
DOI10.1214/12-AIHP477zbMath1266.60086arXiv0905.2401MaRDI QIDQ1930656
Publication date: 11 January 2013
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0905.2401
convolution equivalent distributionsexponential functionals of Levy processesfluctuation theory of Levy processes
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